CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2685 |
0.0025 |
0.2% |
1.2575 |
| High |
1.2720 |
1.2718 |
-0.0002 |
0.0% |
1.2720 |
| Low |
1.2639 |
1.2612 |
-0.0027 |
-0.2% |
1.2490 |
| Close |
1.2679 |
1.2645 |
-0.0034 |
-0.3% |
1.2645 |
| Range |
0.0081 |
0.0106 |
0.0025 |
30.9% |
0.0230 |
| ATR |
0.0140 |
0.0137 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
143 |
668 |
525 |
367.1% |
1,492 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2976 |
1.2917 |
1.2703 |
|
| R3 |
1.2870 |
1.2811 |
1.2674 |
|
| R2 |
1.2764 |
1.2764 |
1.2664 |
|
| R1 |
1.2705 |
1.2705 |
1.2655 |
1.2682 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2647 |
| S1 |
1.2599 |
1.2599 |
1.2635 |
1.2576 |
| S2 |
1.2552 |
1.2552 |
1.2626 |
|
| S3 |
1.2446 |
1.2493 |
1.2616 |
|
| S4 |
1.2340 |
1.2387 |
1.2587 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3308 |
1.3207 |
1.2772 |
|
| R3 |
1.3078 |
1.2977 |
1.2708 |
|
| R2 |
1.2848 |
1.2848 |
1.2687 |
|
| R1 |
1.2747 |
1.2747 |
1.2666 |
1.2798 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2644 |
| S1 |
1.2517 |
1.2517 |
1.2624 |
1.2568 |
| S2 |
1.2388 |
1.2388 |
1.2603 |
|
| S3 |
1.2158 |
1.2287 |
1.2582 |
|
| S4 |
1.1928 |
1.2057 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2720 |
1.2490 |
0.0230 |
1.8% |
0.0114 |
0.9% |
67% |
False |
False |
377 |
| 10 |
1.2720 |
1.2170 |
0.0550 |
4.3% |
0.0141 |
1.1% |
86% |
False |
False |
288 |
| 20 |
1.2720 |
1.2070 |
0.0650 |
5.1% |
0.0130 |
1.0% |
88% |
False |
False |
212 |
| 40 |
1.2760 |
1.1922 |
0.0838 |
6.6% |
0.0131 |
1.0% |
86% |
False |
False |
142 |
| 60 |
1.3558 |
1.1922 |
0.1636 |
12.9% |
0.0111 |
0.9% |
44% |
False |
False |
98 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.5% |
0.0088 |
0.7% |
42% |
False |
False |
74 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.6% |
0.0071 |
0.6% |
39% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3169 |
|
2.618 |
1.2996 |
|
1.618 |
1.2890 |
|
1.000 |
1.2824 |
|
0.618 |
1.2784 |
|
HIGH |
1.2718 |
|
0.618 |
1.2678 |
|
0.500 |
1.2665 |
|
0.382 |
1.2652 |
|
LOW |
1.2612 |
|
0.618 |
1.2546 |
|
1.000 |
1.2506 |
|
1.618 |
1.2440 |
|
2.618 |
1.2334 |
|
4.250 |
1.2162 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2644 |
| PP |
1.2658 |
1.2644 |
| S1 |
1.2652 |
1.2643 |
|